-16.7%
CCI vs VRSK
-30.3%
+13.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.7% | -1.4% |
| 7D | -0.4% | -3.1% | +2.7% | +0.2% |
| 30D | +2.7% | -1.6% | +4.3% | +3.0% |
| 3M | -18.2% | +3.5% | -21.7% | -18.5% |
| 6M | -14.8% | -13.4% | -1.4% | -13.6% |
| YTD | -12.6% | -16.5% | +3.9% | -10.4% |
| 1Y | -16.7% | -30.6% | +13.8% | -10.2% |
| All | -16.7% | -30.3% | +13.5% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling